Sökning: "mean square error"

Visar resultat 11 - 15 av 89 avhandlingar innehållade orden mean square error.

  1. 11. Computational Aspects of Lévy-Driven SPDE Approximations

    Författare :Andreas Petersson; Göteborgs universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; multilevel Monte Carlo; numerical approximation of stochastic differential equations; multiplicative noise; Lévy processes; finite element method; variance redons; Monte Carlo; weak convergence; Lévy processes;

    Sammanfattning : In order to simulate solutions to stochastic partial differential equations (SPDE) they must be approximated in space and time. In this thesis such fully discrete approximations are considered, with an emphasis on finite element methods combined with rational semigroup approximations. There are several notions of the error resulting from this. LÄS MER

  3. 12. Approximation of Infinitely Divisible Random Variables with Application to the Simulation of Stochastic Processes

    Författare :Magnus Wiktorsson; Matematisk statistik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; operations research; Statistics; aktuariematematik; Stochastic differential equation; Infinitely divisible distribution; Type G distribution; Lévy process; Stochastic integral; Mathematical Statistics; Matematik; Mathematics; programming; actuarial mathematics; Statistik; operationsanalys; programmering;

    Sammanfattning : This thesis consists of four papers A, B, C and D. Paper A and B treats the simulation of stochastic differential equations (SDEs). The research presented therein was triggered by the fact that there were not any efficient implementations of the higher order methods for simulating SDEs. LÄS MER

  4. 13. Low-Cost Navigation Systems : A Study of Four Problems

    Författare :Isaac Skog; Peter Händel; Fredrik Gustafsson; KTH; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Navigation; Inertial Navigation; Pedestrian Navigation; Inertial Measurement Unit; Time Synchronization; Signal processing; Signalbehandling;

    Sammanfattning : Today the area of high-cost and high-performance navigation for vehicles is a well-developed field. The challenge now is to develop high-performance navigation systems using low-cost sensortechnology. LÄS MER

  5. 14. A two step model for linear prediction, with connections to PLS

    Författare :Ying Li; Sveriges lantbruksuniversitet; Sveriges lantbruksuniversitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : In the thesis, we consider prediction of a univariate response variable, especially when the explanatory variables are almost collinear. A two step approach has been proposed. The first step is to summarize the information in the explanatory variables via a bilinear model with a Krylov structured design matrix. LÄS MER

  7. 15. Ambiguity Domain Definitions and Covariance Function Estimation for Non-Stationary Random Processes in Discrete Time

    Författare :Johan Sandberg; Matematisk statistik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : The ambiguity domain plays a central role in estimating the time-varying spectrum of a non-stationary random process in continuous time, since multiplication in this domain is equivalent with estimating the covariance function of the random process using an intuitively appealing estimator. For processes in discrete time there exists a corresponding covariance function estimator. LÄS MER